+172.1%
SITM vs PENG
+115.2%
+56.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.4% | +0.1% | +2.9% |
| 7D | +9.7% | +4.5% | +5.2% | +7.0% |
| 30D | +12.7% | -7.1% | +19.8% | +18.0% |
| 3M | -13.4% | -27.3% | +13.8% | -0.1% |
| 6M | +59.6% | +169.6% | -110.0% | -18.3% |
| YTD | +73.3% | +164.6% | -91.3% | -12.5% |
| 1Y | +165.5% | +109.5% | +56.1% | +51.1% |
| 3Y | +368.7% | +98.9% | +269.8% | +132.8% |
| All | +172.1% | +115.2% | +56.9% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling